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Concept topology

Statistical problems in the theory of stochastic processes

Mathematics / Probability and Statistics / Time-Series Analysis / Time Series Analysis

Statistical problems in the theory of stochastic processes Linear estimator Sufficient statistic Stochastic differential equation Wiener process Birth-and-death process Gaussian process Markov process Markov chain Maximum-entropy spectral estimator Statistical analysis of stochastic processes Spectral analysis of a stationary stochastic process Time series

citescited by

Canonical sources

Statistical problems in the theory of stochastic processesencyclopedia_of_mathematics

Classification

Time Series AnalysisMathematics / Probability and Statistics / Time-Series Analysis / Time Series Analysis

References

Linear estimator Sufficient statistic Stochastic differential equation Wiener process Birth-and-death process Gaussian process Markov process Markov chain

Referenced by

Maximum-entropy spectral estimator Statistical analysis of stochastic processes Spectral analysis of a stationary stochastic process Time series

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